In Section REF , we consider a more complicated signal than those described in Examples REF  and REF  in Section , but which still demonstrates the sensitivity of vanilla cross-validation to the locations of large change-points. In Section REF  investigate the performance of our new criteria a setting with the famous `block signal' [1]}, and in Section REF  we consider settings with non-Gaussian and non-i.i.d. error distributions. The appendix contains the results of further simulations relating to Examples REF  and REF , and a systematic study of the detection power.
